+128.5%
AWK vs EAT
+374.9%
-246.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.5% |
| 7D | -2.1% | -7.7% | +5.6% | -1.8% |
| 30D | +2.1% | -13.6% | +15.6% | +2.7% |
| 3M | +11.4% | +33.9% | -22.5% | +9.6% |
| 6M | +3.9% | +47.2% | -43.3% | +1.6% |
| YTD | +7.7% | +48.1% | -40.4% | +5.1% |
| 1Y | +1.3% | +33.7% | -32.4% | -0.8% |
| 3Y | +7.2% | +595.8% | -588.6% | -6.6% |
| 5Y | -17.0% | +314.4% | -331.4% | -26.9% |
| All | +128.5% | +374.9% | -246.5% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling